Research out of Oxford suggests humans are predisposed to believe in God (or gods) as well as the afterlife.
Oxford's Centre for Anthropology & Mind is an institutional sponsor for the "Cognition, Religion and Theology Project," which "drew on research from a range of disciplines, including anthropology, psychology, philosophy, and theology [and which] directed an international body of researchers conducting studies in 20 different countries that represented both traditionally religious and atheist societies."
A few key findings:
...Studies by Emily Reed Burdett and Justin Barrett, from the University of Oxford, suggest that children below the age of five find it easier to believe in some superhuman properties than to understand similar human limitations. Children were asked whether their mother would know the contents of a box in which she could not see. Children aged three believed that their mother and God would always know the contents, but by the age of four, children start to understand that their mothers are not all-seeing and all knowing. However, children may continue to believe in all-seeing, all-knowing supernatural agents, such as a god or gods.
...Experiments involving adults, conducted by Jing Zhu from Tsinghua University (China), and Natalie Emmons and Jesse Bering from The Queen’s University, Belfast, suggest that people across many different cultures instinctively believe that some part of their mind, soul or spirit lives on after-death. The studies demonstrate that people are natural 'dualists' finding it easy to conceive of the separation of the mind and the body.
Studies will be fully written up in two forthcoming books: Cognitive Science, Religion and Theology and Born Believers: The Science of Childhood Religion.